Geodesic
A non-parametric method for a~posteriori detection of the > time for a~sequence of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184

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We consider the problem of estimating the time when the distribution of terms in a sequence of independent random variables changes. A non-parametric estimation method is proposed and, under certain conditions, its consistency is proved. 
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     author = {B. S. Darhovskiǐ},
     title = {A non-parametric method for a~posteriori detection of the <<disorder>> time for a~sequence of independent random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {180--184},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/}
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B. S. Darhovskiǐ. A non-parametric method for a~posteriori detection of the <> time for a~sequence of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/